Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52187.08 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48046.81 Kr¶

PnL: ---------------------------------------> -885.19 Kr¶

DD now: ---------------------------------> -1.757 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 14:26:39.252527'

Anic Portfolio¶

This Week¶

Return: -0.239 %¶

Total portfolio value¶

Return including deposits: 70.86 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2321.000000 132.000000 6.030000 2189.000000
BHG Group 49 5.820000 695.310000 56.310000 8.810000 638.999984
Embracer Group B 26 2.680000 692.640000 30.640000 4.630000 661.999988
Biotage 4 1.220000 631.600000 28.600000 4.740000 603.000000
Vitrolife 3 1.910000 705.600000 28.600000 4.220000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Xvivo Perfusion 3 -1.870000 865.500000 20.500000 2.430000 845.000001
Addtech B 3 0.420000 718.200000 18.200000 2.600000 699.999999
SynAct Pharma 9 0.680000 662.400000 17.400000 2.700000 645.000003
Humana 40 4.230000 690.400000 16.400000 2.430000 674.000000
Svolder B 35 0.080000 2194.500000 15.500000 0.710000 2179.000005
Fortnox 10 0.500000 679.800000 11.800000 1.770000 668.000000
NCC B 7 0.960000 662.900000 8.900000 1.360000 653.999997
Latour B 2 -0.400000 450.200000 1.200000 0.270000 449.000000
SCA A 4 2.040000 600.000000 1.000000 0.170000 599.000000
Indutrade 5 -0.600000 1320.500000 0.500000 0.040000 1320.000000
Volati 5 -0.170000 572.000000 -2.000000 -0.350000 574.000000
Profoto Holding 7 -0.240000 578.200000 -3.800000 -0.650000 581.999999
Addnode Group B 6 -1.580000 748.200000 -3.800000 -0.510000 751.999998
Nolato B 12 -0.830000 642.000000 -6.000000 -0.930000 648.000000
Sdiptech B 3 -1.310000 813.600000 -8.400000 -1.020000 822.000000
Sampo Oyj SDB 1 -0.500000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Investor B 3 -0.280000 646.950000 -11.050000 -1.680000 657.999999
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Ambea 68 1.650000 2506.480000 -30.520000 -1.200000 2537.000032
Lime Technologies 2 -4.460000 557.000000 -36.000000 -6.070000 593.000000
Lundin Gold 7 -0.460000 912.800000 -61.200000 -6.280000 973.999999
Creades A 7 -0.260000 547.400000 -63.600000 -10.410000 610.999998
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.550000 3446.400000 -98.600000 -2.780000 3545.000000
New Wave B 40 0.480000 3778.000000 -138.000000 -3.520000 3916.000000
Sedana Medical 135 1.240000 4185.000000 -146.000000 -3.370000 4330.999935
Wästbygg Gruppen B 80 -0.600000 2672.000000 -199.000000 -6.930000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 48050.680000 -881.320000 -1.74961% 48931.999868

Updated:¶

'2023-06-14 14:24:43.666836'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶